Please use this identifier to cite or link to this item:
https://elib.bsu.by/handle/123456789/226532
Title: | Об устойчивости прогнозирования временных рядов авторегрессионного типа при наличии "выбросов" |
Authors: | Фурса, Р. А. |
Keywords: | ЭБ БГУ::ЕСТЕСТВЕННЫЕ И ТОЧНЫЕ НАУКИ::Математика |
Issue Date: | 1999 |
Publisher: | Минск : Універсітэцкае |
Citation: | Вестник Белорусского государственного университета. Сер. 1, Физика. Математика. Информатика. – 1999. – № 1. – С. 63-65. |
Abstract: | The analysis of robustness of two methods of forecasting for autoregressional time series with "outliers" (method of forecasting in case of known parameters, method of forecasting with OLS-estimator) is made. |
URI: | http://elib.bsu.by/handle/123456789/226532 |
ISSN: | 0321-0367 |
Licence: | info:eu-repo/semantics/openAccess |
Appears in Collections: | 1999, №1 (январь) |
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